+19.7%
CTAP price history and return analytics
+16.3%
+3.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +3.2% | +0.4% | +2.7% | +3.0% |
| 30D | +10.9% | +1.0% | +9.9% | +10.5% |
| 3M | -2.4% | +2.4% | -4.8% | -3.1% |
| 6M | +6.0% | +12.0% | -6.0% | +5.2% |
| YTD | +17.7% | +15.3% | +2.3% | +12.3% |
| All | +19.7% | +16.3% | +3.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling